+36.2%
LUMN vs ALM
+318.3%
-282.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.8% |
| 7D | +12.1% | -2.6% | +14.7% | +12.4% |
| 30D | +11.3% | +32.0% | -20.7% | +7.3% |
| 3M | -31.6% | -15.0% | -16.6% | -31.3% |
| 6M | -2.7% | -10.1% | +7.4% | -4.0% |
| YTD | -12.9% | +99.4% | -112.3% | -16.4% |
| 1Y | +36.2% | +316.4% | -280.1% | +38.9% |
| All | +36.2% | +318.3% | -282.1% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling